Anic Equity¶

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Total return since start: 0.572 %¶

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Equity now: -----------------------------> 48021.54 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46627.06 Kr¶

PnL: ---------------------------------------> -261.51 Kr¶

DD now: ---------------------------------> -1.251 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 17:15:46.310874'

Anic Portfolio¶

Today¶

Return: 1.027 %¶

This Week¶

Return: 1.027 %¶

Total¶

Return: 57.21 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 3.010000 2877.000000 241.000000 9.140000 2636.000010
Beijer Electronics Group 26 1.000000 3166.800000 195.800000 6.590000 2971.000006
Corem Property Group B 59 6.510000 684.990000 107.990000 18.720000 576.999999
Samhällsbyggnadsbo. i Norden B 20 7.580000 457.200000 102.200000 28.790000 355.000000
HMS Networks 2 0.670000 716.800000 43.800000 6.510000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 1.260000 1691.400000 37.400000 2.260000 1653.999996
Midsona B 63 2.660000 607.950000 24.950000 4.280000 582.999984
Samhällsbyggnadsbo. i Norden D 12 4.070000 269.760000 23.760000 9.660000 246.000000
Nordea Bank Abp 29 0.720000 3474.200000 20.200000 0.580000 3453.999992
OEM International B 7 2.090000 548.100000 20.100000 3.810000 527.999997
Fastighetsbolag. Emilshus Pref 21 3.550000 581.700000 19.700000 3.510000 562.000005
Intrum 4 2.250000 544.400000 17.400000 3.300000 527.000000
MedCap 2 3.300000 438.000000 17.000000 4.040000 421.000000
Coor Service Management Hold. 8 0.510000 548.800000 16.800000 3.160000 532.000000
Karnov Group 9 0.160000 552.600000 16.600000 3.100000 536.000004
Essity A 4 0.520000 1164.000000 15.000000 1.310000 1149.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Resurs Holding 22 -0.040000 584.760000 10.760000 1.870000 573.999998
CTEK 13 4.770000 542.620000 8.620000 1.610000 533.999999
Essity B 2 0.940000 581.800000 7.800000 1.360000 574.000000
Norva24 Group 16 -0.640000 549.760000 6.760000 1.240000 543.000000
AcadeMedia 12 0.380000 563.520000 6.520000 1.170000 557.000004
Handelsbanken A 5 0.550000 548.750000 2.750000 0.500000 546.000000
Creaspac SPAC 6 -0.100000 578.400000 1.400000 0.240000 577.000002
Swedbank A 3 0.590000 564.300000 0.300000 0.050000 564.000000
Securitas B 6 1.040000 569.520000 -0.480000 -0.080000 570.000000
SAAB B 8 1.460000 3330.400000 -46.600000 -1.380000 3377.000000
International Petroleum Corp. 5 3.170000 537.000000 -57.570000 -9.680000 594.565215
Sampo Oyj SDB 7 0.740000 3790.500000 -59.500000 -1.550000 3850.000000
Vivesto 1368 2.510000 546.930000 -66.070000 -10.780000 612.999432
OX2 18 -2.170000 1501.200000 -162.800000 -9.780000 1663.999992
Axfood 13 0.690000 3580.200000 -175.800000 -4.680000 3756.000001
Ovzon 52 1.220000 3031.600000 -330.400000 -9.830000 3361.999992
Fasadgruppen Group 35 -1.110000 3426.500000 -384.500000 -10.090000 3810.999990
TOTAL 46627.060000 -261.510000 -1.25098% 46888.564618

Updated:¶

'2023-01-16 17:15:59.054976'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶